Summary This article describes the use of OLS regression analysis to build a fairly simple model that can estimate the price of crude oil. Due to the volatile nature of oil due to short-term ...

The quantile regression model also provides upper- and lower-bound estimates of each coefficient at a 95% confidence interval. This provides an estimation range of $1,337-$1,594, with $1,468 at ...

In the application of large scale econometric models for forecasting, the single-equation ordinary least squares (OLS) method is often used to estimate parameters in each model equation. This paper ...

Financial Econometric Modelling Postgraduate Short course and CPD 15 credit points Part-time An introduction to econometric theory & techniques, especially linear regression analysis, hypothesis ...

Learn what heteroscedasticity means, its types, and how it affects financial models. Understand the intricacies of volatility ...

A switching regression for birth interval lengths with endogenous switching is developed to test Mead Cain's contention that parents' fertility decisions arise from lexicographic preferences for ...

The rise of financial technology (fintech) has motivated practitioners and researchers to explore alternative data sources and enhanced credit scoring methods for better assessment of consumers' ...